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Perera, G.; Wschebor, M.: "Inference on the Variance and Smoothing of the Paths", Annales de l'Institut Henri Poincaré, Sér B, Vol 38, 6, pp 1009-1022, 2002.
Wschebor, M.; Azaïs, J-M: "The Distribution of the Maximum of a Gaussian Process: Rice Method Revisited", capítulo del volumen "In and out of equilibrium: probability with a physical flavour", pp 321-348, Progress in Probability, ed. Birkhauser, 2002.
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Severi, P., Dezani-Cianagliani, M., de Vries, F.J., " Infinitary Lambda Calculus and Discrimination of Berarducci Trees." TCS
Severi, P., Fernanez, M., "An operational approach to program extraction in the Calculus of Constructions. " Proceedings of Logic Based Program Development and Transformation, LOPSTR'02.
Severi, P., van Raamsdonk, F., "Eliminating proofs from
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Volume 70.2 of Electronic Notes in Computer Science. LFM 2002
Severi, P., Sansz, N., " Internal Program Extraction in the Calculus of Inductive Constructions. " Proceedings of Argentine Workshop on Theoretical Computer Science, WAIT 2002.
Severi, P., de Vries F.J., " A Calculus for Dinfty " Abstract in Workshop on Domain Theory, Domain 2002, held in honour of Dana Scott's 70'th birthday.
Severi, P., de Vries, F:J:, "An Extensional Böhm Model." Proceedings of Rewriting Techniques and Applications, RTA 2002. Volume 2378 of Lectures Notes in Computer Science.
Mordecki, E. "Optimal stopping and perpetual options for Levy processes." Finance and Stochastics. Volume VI (2002) 4, 473-493
Mordecki,E., Gushchin A." Bounds on option prices for semimartingale market models." Proceedings of the Steklov Mathematical Institute Vol. 237 (2002)
Mordecki, E."Perpetual Options for Levy Processes in the Bachelier Model." Proceedings of the Steklov Mathematical Institute Vol. 237 (2002)
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